Finvir asks for help as he can keep the Bad Man's power in check. But the Dremora Lord killed many of his circle, leaving their undead bones wander these tunnels clutching the gems they used in the ceremony. He needs a few of those gems so he an use them to prevent the Dremora to return if he is banished.

Follow the markers to find the undead conjurers, grab the gems and return to Finvir. Hand the gems over to him, he's thankful and hopes this ritual will somehow make amends for his part in this whole sordid affair.